+245.6%
CRH vs CGNX
+193.6%
+52.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.1% |
| 7D | -6.1% | +3.2% | -9.2% | -6.9% |
| 30D | -9.3% | +6.0% | -15.3% | -11.0% |
| 3M | -15.2% | +3.5% | -18.7% | -16.9% |
| 6M | -14.2% | +26.3% | -40.5% | -21.0% |
| YTD | -28.3% | +79.2% | -107.5% | -42.2% |
| 1Y | -21.8% | +43.8% | -65.6% | -33.1% |
| 3Y | +71.6% | +52.0% | +19.7% | +37.9% |
| 5Y | +96.6% | -24.0% | +120.7% | +90.5% |
| All | +245.6% | +193.6% | +52.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling